arXiv:2509. 13374v2 Announce Type: replace-cross Abstract: We develop and audit a history-aware financial path generator based on Denoising Levy Probabilistic Models (DLPMs) for conditional equity-index path generation.
arXiv:2609.34004v2 Announce Type: replace Abstract: Equity-relevant news evolves through temporally dependent corporate events, making historical information useful only when event continuity, inform...
arXiv:2607. 12248v1 Announce Type: cross Abstract: Large pretrained time-series models such as TimesFM are attractive for financial forecasting, but raw directional accuracy is a misleading scoreboard in equity markets.
arXiv:2607. 22491v1 Announce Type: new Abstract: Volatility forecasting is dominated by persistence and measurement noise, leaving limited residual structure for nonlinear models to exploit.
arXiv:2605. 28850v2 Announce Type: replace Abstract: We study behavioral alignment and representation dynamics of large language model (LLM) agents in financial decision environments.
arXiv:2502. 18834v3 Announce Type: replace-cross Abstract: Financial time series (FinTS) record the behavior of human-brain-augmented decision-making, capturing valuable historical information that can be leveraged for profitable investment strategies.
Large language models (LLMs) can synthesize financial narratives but may express high confidence when evidence is sparse, stale, or contradictory. This failure is especially consequential in forecasting, where filings, news, prices, volume, and technical signals can disagree.
arXiv:2608.28646v1 Announce Type: new Abstract: Large language models (LLMs) can generate plausible-sounding ETF portfolios while silently violating basic KYC-style constraints on risk, fees, and div...
arXiv:2606. 03184v1 Announce Type: cross Abstract: Financial forecasting is difficult due to low signal-to-noise ratios, latent factors, heavy tails, regime shifts, and jumps.
arXiv:2606. 25274v1 Announce Type: new Abstract: Time-series models are usually scored as forecasters, yet deployed systems often require delayed decisions under uncertainty and hard feasibility constraints.
arXiv:2608. 19394v1 Announce Type: cross Abstract: We introduce Deep-MKV-TS, a path-dependent McKean-Vlasov framework for financial scenario generation.
The paper introduces loss‑conditioned state execution, a model‑agnostic technique that decides whether to apply a world model’s proposed state change or keep the current state based on whether the change reduces downstream loss. It formalizes state movability as the existence of a loss‑reducing feasible correction and constructs loss‑specific proposals from predictive distributions, executing them only when a groupwise lower confidence bound on loss improvement is positive. Experiments on forecasting and dynamics benchmarks show that the method accepts updates for a subset of cases, achieving lower bounded loss than persistence or always executing the proposal, and highlights that event predictability and loss‑based decisions must be evaluated separately.
arXiv:2607. 13929v1 Announce Type: new Abstract: Financial observations are continuous, heterogeneous, and noisy, whereas decoder-only next-token models are usually built around discrete symbolic inputs.